I think I know the answer is NO, but wanted to confirm:
Are CLR functions supported in AppHarbor's shared SQL Server environments?
This question came from a proposed solution to another question.
The shared SQL engines (yocto, nano) do not support CLR. Appharbor recommends that you "move the relevant logic into your application code" and I tend to agree.
You can get a dedicated MSSQL instance on Amazon EC2 through Appharbor; that may permit you to enable CLR.